Analytical pricing formulae for vulnerable vanilla and barrier options
Crossref DOI link: https://doi.org/10.1007/s11156-021-00990-5
Published Online: 2021-05-29
Published Print: 2022-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liu, Liang-Chih http://orcid.org/0000-0002-2594-0109
Chiu, Chun-Yuan
Wang, Chuan-Ju
Dai, Tian-Shyr
Chang, Hao-Han
Text and Data Mining valid from 2021-05-29
Version of Record valid from 2021-05-29
Article History
Accepted: 11 May 2021
First Online: 29 May 2021